+478.8%
GLW vs MLM
+190.7%
+288.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.2% | -7.8% | -10.7% |
| 7D | -19.7% | -1.2% | -18.5% | -19.2% |
| 30D | -38.8% | +7.9% | -46.7% | -40.8% |
| 3M | -33.9% | -4.5% | -29.4% | -32.8% |
| 6M | -36.0% | -12.6% | -23.3% | -33.1% |
| YTD | +18.7% | -14.9% | +33.6% | +25.2% |
| 1Y | +19.8% | -13.1% | +32.9% | +25.2% |
| 3Y | +294.3% | +21.2% | +273.1% | +248.8% |
| 5Y | +205.7% | +32.0% | +173.7% | +154.4% |
| All | +478.8% | +190.7% | +288.0% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling